EUNN.DE vs. XDJE.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) are both Japan Equities funds - EUNN.DE tracks the MSCI Japan IMI while XDJE.DE tracks the Nikkei 225 Index (EUR Hedged). Both are passively managed. Over the past 5 years, EUNN.DE returned 10.10%/yr vs 22.64%/yr for XDJE.DE. A 0.76 correlation means they provide meaningful diversification when combined. EUNN.DE charges 0.12%/yr vs 0.19%/yr for XDJE.DE.
Performance
EUNN.DE vs. XDJE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNN.DE achieves a 19.15% return, which is significantly lower than XDJE.DE's 35.13% return.
EUNN.DE
- 1D
- -0.89%
- 1M
- 1.40%
- 6M
- 13.09%
- YTD
- 19.15%
- 1Y
- 37.78%
- 3Y*
- 17.45%
- 5Y*
- 10.10%
- 10Y*
- 8.89%
XDJE.DE
- 1D
- -1.05%
- 1M
- -2.39%
- 6M
- 26.50%
- YTD
- 35.13%
- 1Y
- 73.85%
- 3Y*
- 32.22%
- 5Y*
- 22.64%
- 10Y*
- —
EUNN.DE vs. XDJE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 19.15% | 13.46% | 12.91% | 15.16% | -11.48% | 9.24% | 4.12% | 22.22% | -6.83% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 35.13% | 30.93% | 23.55% | 35.26% | -9.02% | 5.24% | 16.17% | 16.86% | -7.63% |
Correlation
The correlation between EUNN.DE and XDJE.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.76 |
The correlation between EUNN.DE and XDJE.DE has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.
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Return for Risk
EUNN.DE vs. XDJE.DE — Risk / Return Rank
EUNN.DE
XDJE.DE
EUNN.DE vs. XDJE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EUNN.DE | XDJE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.45 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 5.75 | -1.83 |
| Martin ratioReturn relative to average drawdown | 13.10 | 17.74 | -4.64 |
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Drawdowns
EUNN.DE vs. XDJE.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.56%, smaller than the maximum XDJE.DE drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and XDJE.DE.
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Drawdown Indicators
| EUNN.DE | XDJE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -32.45% | +3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -12.77% | +3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -22.87% | +7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -22.87% | +3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -28.56% | — | — |
Current DrawdownCurrent decline from peak | -2.95% | -7.26% | +4.31% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -6.08% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 4.15% | -1.27% |
Volatility
EUNN.DE vs. XDJE.DE - Volatility Comparison
The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 6.09%, while Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a volatility of 9.75%. This indicates that EUNN.DE experiences smaller price fluctuations and is considered to be less risky than XDJE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUNN.DE | XDJE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 9.75% | -3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.55% | 21.15% | -5.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 26.67% | -7.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 21.16% | -4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 22.04% | -5.92% |
EUNN.DE vs. XDJE.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is lower than XDJE.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EUNN.DE vs. XDJE.DE - Dividend Comparison
EUNN.DE has not paid dividends to shareholders, while XDJE.DE's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.81% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% |
Frequently Asked Questions
EUNN.DE and XDJE.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for XDJE.DE.
EUNN.DE tracks MSCI Japan IMI, while XDJE.DE tracks Nikkei 225 Index (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for EUNN.DE and 0.19% for XDJE.DE.
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